Quantitative Portfolio Manager – Custom Indexing, L/S Strategies

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🕒 February 16

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O'Shaughnessy Asset Management

WebsiteLinkedInAll Job Openings

11 - 50 employees

Founded 2007

💸 Finance

🤝 B2B

Finance • Investment Management • B2B

O'Shaughnessy Asset Management is an investment management firm that focuses on quantitative research and systematic investment strategies. They specialize in utilizing data-driven approaches to identify investment opportunities and manage portfolios. The firm serves a diverse clientele including individual investors and institutional clients, aiming to achieve superior investment outcomes through innovative asset management techniques.

📋 Description

• Develop and refine factor-based models targeting persistent sources of alpha • Conduct empirical research into new signals, portfolio construction methods, and cross-sectional and time-series relationships • Incorporate insights from behavioral finance, accounting changes, and market microstructure to improve alpha efficiency • Collaborate with Research Analysts and Quant Developers to evaluate factor performance, turnover, and risk • Design and manage long-only and long-short portfolios that balance alpha generation, liquidity, and risk constraints • Utilize optimization frameworks to manage exposures, sector constraints, and factor diversification • Monitor real-time risk exposures, attribution, and performance drivers across multiple investment universes • Integrate and enhance risk models (statistical and fundamental) to support portfolio and firm-level oversight • Implement systematic position sizing, short borrow management, and leverage controls consistent with mandate guidelines • Partner with the Trading teams to ensure efficient execution of trades with minimal slippage and market impact

🎯 Requirements

• 5+ years of experience in quantitative portfolio management or research • Advanced degree (Master’s or Ph.D.) in Finance, Mathematics, Statistics, Computer Science, Engineering, or related field • Strong programming skills (Python and SQL required; C# preferred) • Deep understanding of portfolio optimization, risk models, and execution cost modeling • Demonstrated ability to manage live portfolios and make data-driven investment decisions • CFA designation preferred but not required • Must be eligible to work in the U.S. without current or future sponsorship

🏖️ Benefits

• annual discretionary bonus • 401(k) plan with a generous match • recognition rewards • comprehensive benefits package • range of competitive healthcare options • insurance and disability benefits • employee stock investment program • learning resources • career development programs • reimbursement for certain education expenses • paid time off (vacation / holidays / sick / leave / parental & caregiving leave / bereavement / volunteering / floating holidays) • motivational wellbeing program